Last Update: 24 Nov 2020 21:15 GMT+0
The Egypt 10Y Government Bond has a 14.824% yield.
10 Years vs 2 Years bond spread is 54.3 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 8.25% (last modification in November 2020).
The Egypt credit rating is B, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 439.25 and implied probability of default is 7.32%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 95.8 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 36.9 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 54.3 bp | Normal Convexity in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
B
|
- |
| Moody's Investors Service |
B2
|
- |
| Fitch Ratings |
B+
|
- |
| DBRS |
-
|
- |
| Egypt Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 8.25% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 439.25 | -1.39 % | +2.39 % | +54.01 % | 7.32 % |
Egypt Government Bonds
List of available Government Bonds. Click on the "Residual Maturity" link to get historical serie. Click on the Forecast link
, to see preditions of bond yield.
Price refers to a hypothetical zero coupon bond, with a face value 100.
| Residual Maturity |
Yield | ZC Price | Fx | ||||||
|---|---|---|---|---|---|---|---|---|---|
| Last | Chg 1M | Chg 6M | Last | Chg 1M | Chg 6M | ||||
| 3 months | 13.734% | -6.6 bp | +80.7 bp | ||||||
| 6 months | 13.595% | -21.0 bp | +84.2 bp | ||||||
| 9 months | 13.405% | -9.8 bp | +80.2 bp | ||||||
| 1 year | 13.323% | -19.1 bp | +80.6 bp | 88.24 | +0.17 % | -0.72 % | |||
| 2 years | 14.281% | -12.7 bp | +122.5 bp | 76.57 | +0.22 % | -2.13 % | |||
| 3 years | 14.411% | -20.2 bp | +88.1 bp | 66.77 | +0.53 % | -2.30 % | |||
| 5 years | 14.650% | -2.7 bp | +80.5 bp | 50.48 | +0.12 % | -3.46 % | |||
| 7 years | 14.738% | -9.1 bp | +67.9 bp | 38.20 | +0.55 % | -4.07 % | |||
| 10 years | 14.824% | -12.1 bp | +46.6 bp | 25.10 | +1.05 % | -3.98 % | |||
10Y Bond Yield Spread - Egypt vs Main Countries
The Egypt 10Y Government Bond has a 14.824% yield. Click on Spread value for the historical serie.
A positive spread (marked by a red circle) means that the 10Y Bond Yield is higher than the corresponding foreign bond.
Clicking on the "Full Country Comparison" link, you can perform a full check of available data and see the differences between the countries.
| Egypt 10Y vs | Current Spread | Chg 1M | Chg 6M | Country Full Comparison |
|
|---|---|---|---|---|---|
| Germany 10Y | 1538.5 bp | -13.8 | +53.4 | ||
| France 10Y | 1515.3 bp | -9.8 | +75.9 | ||
| Japan 10Y | 1480.4 bp | -10.4 | +43.5 | ||
| Spain 10Y | 1475.0 bp | -0.3 | +108.8 | ||
| United Kingdom 10Y | 1449.8 bp | -17.8 | +31.0 | ||
| Italy 10Y | 1425.2 bp | +6.4 | +148.9 | ||
| Canada 10Y | 1410.9 bp | -19.4 | +25.6 | ||
| United States 10Y | 1394.2 bp | -16.2 | +24.1 | ||
| Australia 10Y | 1389.5 bp | -21.4 | +41.1 | ||
| China 10Y | 1149.4 bp | -24.9 | -25.5 | ||
| Russia 10Y | 902.4 bp | +5.9 | +13.6 | ||
| India 10Y | 894.4 bp | -15.7 | +54.7 | ||
| Brazil 10Y | 711.8 bp | -28.0 | +11.3 |
Egypt Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates. The overall yield is the current market yield. The highlighted column refers to the zero coupon bond.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 10 years | 14.824% | 25.10 | 30.15 | 40.26 | 50.36 | 60.47 | 70.57 | |
| 7 years | 14.738% | 38.20 | 42.39 | 50.78 | 59.17 | 67.55 | 75.94 | |
| 5 years | 14.650% | 50.48 | 53.86 | 60.62 | 67.38 | 74.14 | 80.90 | |
| 3 years | 14.411% | 66.77 | 69.08 | 73.69 | 78.30 | 82.91 | 87.52 | |
| 2 years | 14.281% | 76.57 | 78.21 | 81.49 | 84.77 | 88.05 | 91.34 | |
| 1 year | 13.323% | 88.24 | 89.13 | 90.89 | 92.66 | 94.42 | 96.19 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||